Has anyone succeeded in getting the configure script for R to use
Goto's BLAS? This library, usually configured to be -lgoto, is an
implementation of the BLAS that can be significantly faster than
atlas. At present it is freely available for some architectures at
http://www.cs.utexas.edu/users/flame/goto/
However, it is not open source. You must install it yourself and
you cannot redistribute it.
I was able to compile a version of R using -lgoto by tweaking the
Makeconf file after it was generated by configure and before running
make. On a naive test
mm = matrix(rnorm(1e6), nc = 1e3)
system.time(crossprod(mm))
# repeat the last call until the execution time stabilizes
I found that the execution time with -lgoto was about 80% of the
execution time for -lf77blas -latlas on this machine (Pentium 4, 512
KB L2 cache).
One caveat, my version of atlas is somewhat out of date.